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syllabus
Next: Course Objectives
Heinz School
Carnegie Mellon University
Intro to Econometric Theory, 90-906
Spring, 2005-6
Syllabus
Lectures
M 5:30-8:20, OSC 203
Instructor
Bill Vogt
HBH 2116D, 412.268.1843
wilibear@andrew.cmu.edu
Office Hours
M 3:00-5:00
TA
Jian Li
HBH 243, 412.268.1415
jianl@andrew.cmu.edu
TA Ofc Hours
TR 10:30-12:00
Textbook
Greene, William H (2000) Econometric Analysis,
edition . Upper Saddle River, NJ:
Prentice Hall.
(optional) Kennedy, P. (1998)
A Guide to Econometrics . Cambridge, MA
MIT Press.
Website
http://www.andrew.cmu.edu/course/90-906/index.htm
William B Vogt
2006-01-23
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Course Objectives
Next: Prerequisites
Up: syllabus
Previous: syllabus
Our objective is to build a thorough understanding of multivariate linear
regression and (time permitting) instrumental variables and discrete
dependent variables models.
William B Vogt
2006-01-23
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Prerequisites
Next: Topics
Up: syllabus
Previous: Course Objectives
You are expected to know elementary probability theory, sampling
theory, linear algebra, calculus, and bivariate regression.
We will briefly review some linear algebra and sampling theory at
the beginning of the course, and the book has an excellent review
in chapters 1-4. The formal prerequisite is 90-905,
an introductory Ph.D. level statistics course, or the consent of the
instructor.
William B Vogt
2006-01-23
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Topics
Next: Grading
Up: syllabus
Previous: Prerequisites
The topic for the course will be the linear regression model. Roughly,
we will cover Greene, chapters 1-12 and appendix A.
William B Vogt
2006-01-23
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Grading
Next: Various Class Policies
Up: syllabus
Previous: Topics
The grade will be determined by performance on homework assignments (30%),
a midterm (30%), and the final exam (40%). You are primarily
responsible for the content of the lectures, including any handouts.
You are also responsible
for the relevant sections of the book -- most likely chapters 1-9,11-13.
There are likely to be differences in both content and notation
between the lectures and the book.
William B Vogt
2006-01-23
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Various Class Policies
Next: Policy on Cooperation
Up: syllabus
Previous: Grading
Subsections
William B Vogt
2006-01-23
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Policy on Cooperation
Next: Policy on Aids During
Up: Various Class Policies
Previous: Various Class Policies
You may cooperate as much as you like on homework assignments;
however, each individual must submit a separate assignment, and
each individual will be separately graded on that assignment.
You may not cooperate while taking exams.
William B Vogt
2006-01-23
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Policy on Aids During Exams
Next: Policy on Format of
Up: Various Class Policies
Previous: Policy on Cooperation
All exams are open book. You may use text, notes, calculators,
computers, reference materials, etc.
You may not communicate or cooperate with anyone on the exam.
Please do not use the open book policy as a substitute for
studying. If you need to look in your book, notes, etc for
instructions on HOW TO DO the exam, you will surely run out
of time.
William B Vogt
2006-01-23
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Policy on Format of Assigned Work
Next: Policy on Lateness
Up: Various Class Policies
Previous: Policy on Aids During
All work must be legible. Illegible is the equivalent of
completely wrong.
Spelling, grammar, style, etc do not ``count'' per se. However,
anything which I (or the TAs) cannot understand is wrong. Poor
spelling, grammar, style, etc are often confusing.
William B Vogt
2006-01-23
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Policy on Lateness
Next: About this document ...
Up: Various Class Policies
Previous: Policy on Format of
Due and return dates for assignments are in the syllabus in the
schedule section. Unless the instructor or TA announce otherwise,
these dates are binding.
Late assignments are not accepted without either prior arrangement
or compelling reason.
Assignments and homeworks may be picked up from the TA.
You are responsible for picking them up. You are responsible for
keeping them to compare against your final grade. I will use
whatever grade I have recorded for your work (even if you think
there is an error) unless you can show me the graded work so that
I can see the error.
You are responsible for collecting your graded work. Claims by
students similar to ``I turned in homework #2, but I don't have
a copy of it because you did not return it to me!'' must be made
within one week of the return date of the assignment. If you
fail to make the complaint, I will use whatever grade I have in
my records.
Next: About this document ...
Up: Various Class Policies
Previous: Policy on Format of
William B Vogt
2006-01-23
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About this document ...
Up: syllabus
Previous: Policy on Lateness
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